Bootstrapped White's test for heteroskedasticity in regression models
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Publication:1292331
DOI10.1016/S0165-1765(99)00036-1zbMath0923.90036MaRDI QIDQ1292331
Publication date: 21 June 1999
Published in: Economics Letters (Search for Journal in Brave)
91B82: Statistical methods; economic indices and measures
Related Items
The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors, Bootstrap tests for autocorrelation., A note on bootstrapped White's test for heteroskedasticity in regression models, A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Jackknife, bootstrap and other resampling methods in regression analysis
- The bootstrap and Edgeworth expansion
- Econometrics